CBOT 10-Year T-Note Future December 2009


Trading Metrics calculated at close of trading on 21-Aug-2009
Day Change Summary
Previous Current
20-Aug-2009 21-Aug-2009 Change Change % Previous Week
Open 116-220 115-220 -1-000 -0.9% 116-130
High 116-220 115-220 -1-000 -0.9% 116-310
Low 116-220 115-220 -1-000 -0.9% 115-220
Close 116-220 115-220 -1-000 -0.9% 115-220
Range
ATR 0-160 0-171 0-011 7.2% 0-000
Volume 27,920 31,374 3,454 12.4% 77,858
Daily Pivots for day following 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 115-220 115-220 115-220
R3 115-220 115-220 115-220
R2 115-220 115-220 115-220
R1 115-220 115-220 115-220 115-220
PP 115-220 115-220 115-220 115-220
S1 115-220 115-220 115-220 115-220
S2 115-220 115-220 115-220
S3 115-220 115-220 115-220
S4 115-220 115-220 115-220
Weekly Pivots for week ending 21-Aug-2009
Classic Woodie Camarilla DeMark
R4 119-307 119-033 116-126
R3 118-217 117-263 116-013
R2 117-127 117-127 115-295
R1 116-173 116-173 115-258 116-105
PP 116-037 116-037 116-037 116-002
S1 115-083 115-083 115-182 115-015
S2 114-267 114-267 115-145
S3 113-177 113-313 115-107
S4 112-087 112-223 114-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-220 1-090 1.1% 0-028 0.1% 0% False True 15,571
10 116-310 114-040 2-270 2.5% 0-014 0.0% 55% False False 8,932
20 116-310 113-080 3-230 3.2% 0-007 0.0% 66% False False 5,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Fibonacci Retracements and Extensions
4.250 115-220
2.618 115-220
1.618 115-220
1.000 115-220
0.618 115-220
HIGH 115-220
0.618 115-220
0.500 115-220
0.382 115-220
LOW 115-220
0.618 115-220
1.000 115-220
1.618 115-220
2.618 115-220
4.250 115-220
Fisher Pivots for day following 21-Aug-2009
Pivot 1 day 3 day
R1 115-220 116-105
PP 115-220 116-037
S1 115-220 115-288

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols